Sometimes the answer is remarkably simple, it’s a bug that it doesn’t show the same panel as in the main app. I’m not sure if you are on Agenda 14.0.4 and whether it was fixed in that version already – I can’t remember–, but it’s certainly fixed in the upcoming 14.1, due out soon.
In the mean time however, note that the normal markdown syntax works, for example to create a tag, simply start typing a hashtag symbol (#). There’s also syntax to create a link, see Markdown Cheat Sheet.
Having said that, what Agenda does in the sharing extension is unique in that most apps don’t allow you to do anything but share the link to a note. We managed to present almost a mini version of Agenda in the sharing extension, which I haven’t seen any other apps do. It does come with the downside that we have to live in very strict memory limits, which means that it’s not possible to support every possible feature in the sharing extension (which is another reason why it doesn’t feature a whole sidebar with category management etc). For this reason you can for example tags and links, but not add reminders from the sharing extension.
Finally, I noticed that at the end of the movie you were looking for the note you had just created when you returned to the main app. One tip is to use the Recently Edited section of the Related panel on the right side of the main window (which you have hidden in your case and you can show by clicking the “tab” on the right edge of the window).
Hope this helps!
Alex